+830.6%
CI vs LYB
+634.9%
+195.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | -1.8% | +9.5% | -11.3% | -4.7% |
| 3M | -4.2% | +1.3% | -5.5% | -5.1% |
| 6M | +2.7% | -1.7% | +4.4% | +1.1% |
| YTD | +1.9% | +54.1% | -52.2% | -13.8% |
| 1Y | -6.3% | +25.7% | -31.9% | -15.7% |
| 3Y | +3.9% | -20.9% | +24.8% | +5.8% |
| 5Y | +41.9% | -1.5% | +43.4% | +30.5% |
| 10Y | +140.4% | +45.0% | +95.4% | +76.6% |
| All | +830.6% | +634.9% | +195.7% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling